Overall win rate: 72.95% | Profit factor: 5.46
| Year | Trades | Win Rate % | Profit Factor | Avg MFE % | Avg MAE % |
|---|---|---|---|---|---|
| 2013 | 785 | 66.50 | 4.36 | 7.30 | 3.21 |
| 2014 | 1040 | 65.00 | 4.03 | 5.80 | 4.97 |
| 2015 | 2442 | 79.32 | 7.16 | 10.62 | 2.65 |
| 2016 | 1907 | 66.23 | 4.04 | 7.21 | 6.59 |
| 2017 | 1178 | 63.58 | 3.82 | 9.03 | 5.43 |
| 2018 | 1805 | 66.09 | 4.06 | 7.62 | 6.70 |
| 2019 | 1525 | 62.69 | 3.64 | 5.77 | 5.88 |
| 2020 | 11604 | 61.33 | 4.05 | 10.37 | 13.00 |
| 2021 | 3060 | 69.97 | 4.60 | 8.29 | 7.75 |
| 2022 | 3739 | 68.63 | 3.80 | 11.43 | 7.66 |
| 2023 | 2069 | 65.30 | 3.70 | 5.93 | 5.61 |
| 2024 | 2829 | 60.16 | 2.61 | 6.63 | 5.03 |
| 2025 | 2000 | 71.40 | 4.45 | 9.28 | 8.03 |
| Year | Trades | Win Rate % | Profit Factor | Avg MFE % | Avg MAE % |
|---|---|---|---|---|---|
| 2013 | 785 | 72.48 | 5.67 | 9.46 | 5.06 |
| 2014 | 1040 | 71.15 | 5.29 | 8.38 | 6.93 |
| 2015 | 2442 | 82.68 | 8.95 | 14.45 | 4.80 |
| 2016 | 1907 | 73.83 | 5.65 | 10.89 | 8.39 |
| 2017 | 1178 | 69.61 | 4.91 | 11.74 | 7.63 |
| 2018 | 1805 | 74.79 | 5.82 | 10.90 | 8.94 |
| 2019 | 1525 | 68.92 | 4.56 | 8.56 | 7.98 |
| 2020 | 11604 | 71.05 | 5.94 | 13.94 | 16.51 |
| 2021 | 3060 | 75.78 | 6.01 | 11.34 | 11.07 |
| 2022 | 3739 | 76.04 | 5.33 | 18.23 | 11.15 |
| 2023 | 2069 | 70.81 | 4.61 | 8.22 | 7.73 |
| 2024 | 2829 | 66.42 | 3.31 | 9.41 | 6.85 |
| 2025 | 2000 | 77.10 | 5.83 | 12.07 | 9.47 |
Total expected P&L 5d: $12,799,614 | 10d: $14,534,055
| ticker | date | gap_up_percent | mfe_percent_10d | mae_percent_10d | retrace_percentage_10d |
|---|---|---|---|---|---|
| HKD | 2022-07-20 | 11.54 | 12244.44 | 11.64 | 119539.43 |
| SR | 2015-02-27 | 97.78 | 6265.38 | -4753.85 | 305.36 |
| HKD | 2022-07-26 | 5.02 | 4437.92 | 12.84 | 36849.36 |
| SR | 2015-02-13 | 97.62 | 4080.00 | 24.00 | 702.16 |
| HKD | 2022-07-27 | 8.93 | 3231.99 | 9.30 | 50330.26 |
| HKD | 2022-07-28 | 7.38 | 1319.61 | 19.44 | 10544.57 |
| CBIO | 2015-08-24 | 89.19 | 1239.58 | -726.04 | 2251.35 |
| WTW | 2019-04-11 | 8.52 | 1176.73 | 4.71 | 35557.56 |
| GME | 2021-01-20 | 5.06 | 1134.66 | 5.42 | 17104.26 |
| TOPS | 2017-06-22 | 10.00 | 781.25 | -62.50 | 25039.37 |
| JNUG | 2015-09-28 | 7.81 | 682.10 | 3.78 | 22876.13 |
| SQQQ | 2022-01-11 | 79.79 | 647.74 | 3.42 | 286.19 |
| SRTY | 2022-01-11 | 80.07 | 624.47 | 2.36 | 244.87 |
| HUDI | 2022-10-26 | 6.39 | 608.34 | 72.20 | 2787.14 |
| RSLS | 2018-08-08 | 79.09 | 601.52 | 24.24 | 1506.74 |
| TOPS | 2017-06-20 | 5.00 | 571.43 | 23.81 | 10674.42 |
| JNUG | 2015-09-22 | 6.57 | 541.03 | 11.23 | 22661.74 |
| BLIN | 2017-07-18 | 5.08 | 536.36 | 1.82 | 5899.85 |
| HUDI | 2022-10-25 | 10.67 | 519.00 | 59.72 | 2376.63 |
| SDS | 2022-01-11 | 79.95 | 518.33 | 1.39 | 203.25 |